3 Answers
3

I discovered an easy way to download all of the episodes in bulk. You just need youtube-dl (command line media downloader available for Linux, Windows, Mac). Then it's just a matter of running youtube-dl http://soundcloud.com/stack-exchange/sets/stack-overflow-podcasts-1/ and the whole set will be downloaded. The first couple of episodes will have a wrong file extension, so it may be necessary to change it to .mp3.

I'm assuming you don't want to download ALL the 118 or so existing podcasts? If so you may have to download them individually.

Follow the official Soundcloud page for the podcast. Podcasts can either be streamed or downloaded.

Subscribe to the podcasts hosted on iTunes, which include up to ten of the most recent podcasts that can be downloaded. Podcasts can be set up to be automaticaly downloaded to your computer or digital device.